Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47601.39 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46206.43 Kr¶

PnL: ---------------------------------------> -682.14 Kr¶

DD now: ---------------------------------> -2.115 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 15:35:11.484674'

Anic Portfolio¶

Today¶

Return: -0.797 %¶

This Week¶

Return: -0.65 %¶

Total¶

Return: 55.835 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.730000 2789.500000 153.500000 5.820000 2636.000010
Beijer Electronics Group 26 -2.920000 3114.800000 143.800000 4.840000 2971.000006
Corem Property Group B 59 -1.680000 622.450000 45.450000 7.880000 576.999999
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -1.760000 390.000000 35.000000 9.860000 355.000000
HMS Networks 2 -1.340000 707.600000 34.600000 5.140000 673.000000
MedCap 2 -2.150000 455.000000 34.000000 8.080000 421.000000
Boozt 12 -0.140000 1686.000000 32.000000 1.930000 1653.999996
Resurs Holding 22 0.330000 605.660000 31.660000 5.520000 573.999998
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 -0.400000 562.560000 19.560000 3.600000 543.000000
SAAB B 8 -0.210000 3396.000000 19.000000 0.560000 3377.000000
Intrum 4 -0.290000 544.800000 17.800000 3.380000 527.000000
OEM International B 7 -0.130000 543.900000 15.900000 3.010000 527.999997
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 0.720000 584.160000 14.160000 2.480000 570.000000
Swedbank A 3 1.370000 576.300000 12.300000 2.180000 564.000000
Coor Service Management Hold. 8 -0.660000 543.200000 11.200000 2.110000 532.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.100000 249.120000 3.120000 1.270000 246.000000
Handelsbanken A 5 -0.090000 545.500000 -0.500000 -0.090000 546.000000
Creaspac SPAC 6 -0.310000 574.800000 -2.200000 -0.380000 577.000002
Nordea Bank Abp 29 0.120000 3448.100000 -5.900000 -0.170000 3453.999992
CTEK 13 -2.660000 522.340000 -11.660000 -2.180000 533.999999
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -1.350000 555.600000 -18.400000 -3.210000 574.000000
Essity A 4 -1.590000 1114.000000 -35.000000 -3.050000 1149.000000
International Petroleum Corp. 5 -3.040000 557.500000 -37.070000 -6.230000 594.565215
Sampo Oyj SDB 7 -1.000000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 -0.550000 548.570000 -64.430000 -10.510000 612.999432
Axfood 13 -1.530000 3604.900000 -151.100000 -4.020000 3756.000001
OX2 18 -0.810000 1428.300000 -235.700000 -14.160000 1663.999992
Fasadgruppen Group 35 1.900000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 -3.210000 2818.400000 -543.600000 -16.170000 3361.999992
TOTAL 46206.430000 -682.140000 -2.11495% 46888.564618

Updated:¶

'2023-01-24 15:35:23.899440'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶